20.31Open8.79Pre Close56 Volume46 Open Interest1030.00Strike Price35.42KTurnover27.08%IV1.58%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry4.20Extrinsic Value100Contract SizeAmericanOptions Type0.2580Delta0.0153Gamma248.31Leverage Ratio-1.7154Theta0.0153Rho64.06Eff Leverage0.2519Vega